Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-09-21 13.537588 15.465681 17.533072 19.910258 22.563560 25.429249 28.753751
2025-09-28 10.173640 12.693325 15.600855 19.186225 23.469457 28.402281 34.491831
2025-10-05 8.949815 11.805917 15.256571 19.698815 25.228572 31.845305 40.317351
2025-10-12 7.956159 11.038670 14.920029 20.111667 26.812156 35.100758 46.052119
2025-10-19 6.979875 10.135653 14.259262 19.965338 27.567160 37.246405 50.386099
2025-10-26 6.162314 9.338244 13.633636 19.766098 28.175848 39.167321 54.455380
2025-11-02 5.555773 8.756669 13.224691 19.787300 29.024599 41.382960 58.947034
2025-11-09 5.083197 8.312018 12.953391 19.951598 30.039994 43.826749 63.806683
2025-11-16 4.608967 7.812737 12.551667 19.880066 30.688997 45.762278 68.013776
2025-11-23 4.167897 7.317962 12.108755 19.700438 31.145898 47.417210 71.861010
2025-11-30 3.855651 6.994780 11.893281 19.831699 32.041797 49.706167 76.665035
2025-12-07 3.668836 6.856815 11.948687 20.368625 33.553125 52.925955 82.908511
2025-12-14 3.329749 6.437949 11.535373 20.158549 33.934980 54.531701 86.907394
2025-12-21 2.897007 5.814765 10.740528 19.282284 33.227901 54.469886 88.419266
2025-12-28 2.774608 5.731064 10.833646 19.849607 34.811828 57.922767 95.319687
2026-01-04 2.632555 5.597076 10.828269 20.246153 36.130842 61.007569 101.755940
2026-01-11 2.417237 5.303703 10.521113 20.105713 36.555153 62.698650 106.081323
2026-01-18 2.213319 5.011829 10.192891 19.902871 36.855304 64.190101 110.127996
2026-01-25 2.059845 4.804771 10.001933 19.925050 37.526550 66.288353 115.190372
2026-02-01 1.938201 4.650585 9.896521 20.090039 38.442190 68.805953 120.994251
2026-02-08 1.797089 4.441513 9.670688 20.018182 38.935775 70.637786 125.734539
2026-02-15 1.655457 4.216812 9.396983 19.837429 39.221510 72.123224 129.941273
2026-02-22 1.560053 4.084242 9.294193 19.969499 40.065096 74.565641 135.792668